58 search results - page 1 / 12 » An efficient algorithm for large scale stochastic nonlinear ... |
CCE
2006
13 years 4 months ago
2006
The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...
CP
2005
Springer
13 years 10 months ago
2005
Springer
Abstract. In this paper, we present a constraint-partitioning approach for finding local optimal solutions of large-scale mixed-integer nonlinear programming problems (MINLPs). Ba...
ICPADS
1994
IEEE
13 years 9 months ago
1994
IEEE
Testingthe performance scalabilityof parallelprograms can be a time consuming task, involving many performance runs for different computer configurations, processor numbers, and p...
EOR
2010
13 years 4 months ago
2010
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
SIAMJO
2002
13 years 4 months ago
2002
Abstract. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective...